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<table width="100%" summary="page for Mpyr"><tr><td>Mpyr</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Money, National Product and Interest Rate </h2>

<h3>Description</h3>

<p>annual observations from 1900 to 1989
</p>
<p><em>number of observations</em> :  90
</p>
<p><em>observation</em> :  country
</p>
<p><em>country</em> :  United States
</p>


<h3>Usage</h3>

<pre>data(Mpyr)</pre>


<h3>Format</h3>

<p>A time serie containing :
</p>

<dl>
<dt>m</dt><dd><p>natural log of M1</p>
</dd>
<dt>p</dt><dd><p>natural log of the net national product price deflator</p>
</dd>
<dt>y</dt><dd><p>natural log of the net national product</p>
</dd>
<dt>r</dt><dd><p>the commercial paper rate in percent at an annual rate</p>
</dd>
</dl>



<h3>Source</h3>

<p>Stock, J.  and  M.  Watson (1999) &ldquo;Testing for common trends&rdquo;, <em>Journal of the American Statistical Association</em>, <b>83</b>, 1097-1107.
</p>


<h3>References</h3>

<p>Hayashi, F. (2000) <em>Econometrics</em>, Princeton University Press, <a href="http://fhayashi.fc2web.com/hayashi_econometrics.htm">http://fhayashi.fc2web.com/hayashi_econometrics.htm</a>, chapter 10, 665-667.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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